"I couldn't believe it. Immediately I started shaking. I was trying to text everyone that I knew to let them know and I was speechless. I could not believe it," Janet told Anderson Cooper during an interview for his show, Anderson. "I was home, here. I just so happened to be watching TV and I saw this newsflash and I still can't believe it when I hear them paying tribute to her on the radio, it's still such a shock to me. I don't want to believe it."

Janet refers to Whitney a "sweet, sweet soul" and says the two were particularly close in the 80's and 90's.

"She was such a sweet, sweet soul. Especially back in early 80s and early 90s is when I connected with Whitney the most. It doesn't matter if we were doing an awards show. We would always take the time out to find one another," Janet said. "Either she'd come to my dressing room to say hey and I'd be in makeup or I'd find her in her dressing room to say hey, we always found time to talk to one another. She was such a sweet soul."

"It's a very very tough time. Even though it's still a loss ... I lost my brother, she lost her mother. There's still a difference, even though there's still a loss to a family, I don't know what that's like being so young. It was hard for me. It was very very difficult for me. I didn't want to accept it, it's very difficult," Janet told Anderson. "You have to come to terms at some point…you have to actually give it up to God and it sounds so mean but you have to move on. You can't hold onto that because it can be very devastating. Sometimes therapy is the best thing.

"You figure out a way to move on. It's always right here. There's never a day, not one day has gone by where I don't think about my brother and my other brothers and sisters say the same thing."

Interesting side note: Before Bobby Brown married Whitney, he dated Janet.

You can catch Janet's full interview with Anderson when the interview airs on Feb. 20.